openseries 1.8.1__py3-none-any.whl → 1.8.3__py3-none-any.whl

openseries/series.py

@@ -112,14 +112,14 @@ class OpenTimeSeries(_CommonModel):
     isin: str | None = None
     label: str | None = None
 
-    @field_validator("domestic", mode="before")
+    @field_validator("domestic", mode="before")  # type: ignore[misc]
     @classmethod
     def _validate_domestic(cls, value: CurrencyStringType) -> CurrencyStringType:
         """Pydantic validator to ensure domestic field is validated."""
         _ = Currency(ccy=value)
         return value
 
-    @field_validator("countries", mode="before")
+    @field_validator("countries", mode="before")  # type: ignore[misc]
     @classmethod
     def _validate_countries(cls, value: CountriesType) -> CountriesType:
         """Pydantic validator to ensure countries field is validated."""
@@ -184,7 +184,7 @@ class OpenTimeSeries(_CommonModel):
         local_ccy: bool, default: True
             Boolean flag indicating if timeseries is in local currency
 
-        Returns
+        Returns:
         -------
         OpenTimeSeries
             An OpenTimeSeries object
@@ -234,7 +234,7 @@ class OpenTimeSeries(_CommonModel):
         local_ccy: bool, default: True
             Boolean flag indicating if timeseries is in local currency
 
-        Returns
+        Returns:
         -------
         OpenTimeSeries
             An OpenTimeSeries object
@@ -266,9 +266,10 @@ class OpenTimeSeries(_CommonModel):
                     msg = f"valuetype missing. Adding: {valuetype.value}"
                     logger.warning(msg=msg)
                 else:
-                    valuetype = dframe.columns.get_level_values(1).to_numpy()[
-                        column_nmbr
-                    ]
+                    valuetype = cast(
+                        "ValueType",
+                        dframe.columns.get_level_values(1).to_numpy()[column_nmbr],
+                    )
             else:
                 label = cast("MultiIndex", dframe.columns).to_numpy()[column_nmbr]
         else:
@@ -333,7 +334,7 @@ class OpenTimeSeries(_CommonModel):
         local_ccy: bool, default: True
             Boolean flag indicating if timeseries is in local currency
 
-        Returns
+        Returns:
         -------
         OpenTimeSeries
             An OpenTimeSeries object
@@ -374,7 +375,7 @@ class OpenTimeSeries(_CommonModel):
     def from_deepcopy(self: Self) -> Self:
         """Create copy of OpenTimeSeries object.
 
-        Returns
+        Returns:
         -------
         OpenTimeSeries
             An OpenTimeSeries object
@@ -385,7 +386,7 @@ class OpenTimeSeries(_CommonModel):
     def pandas_df(self: Self) -> Self:
         """Populate .tsdf Pandas DataFrame from the .dates and .values lists.
 
-        Returns
+        Returns:
         -------
         OpenTimeSeries
             An OpenTimeSeries object
@@ -412,7 +413,7 @@ class OpenTimeSeries(_CommonModel):
         properties: list[LiteralSeriesProps], optional
             The properties to calculate. Defaults to calculating all available.
 
-        Returns
+        Returns:
         -------
         pandas.DataFrame
             Properties of the OpenTimeSeries
@@ -432,7 +433,7 @@ class OpenTimeSeries(_CommonModel):
     def value_to_ret(self: Self) -> Self:
         """Convert series of values into series of returns.
 
-        Returns
+        Returns:
         -------
         OpenTimeSeries
             The returns of the values in the series
@@ -443,7 +444,7 @@ class OpenTimeSeries(_CommonModel):
         self.valuetype = ValueType.RTRN
         arrays = [[self.label], [self.valuetype]]
         returns.columns = MultiIndex.from_arrays(
-            arrays=arrays  # type: ignore[arg-type,unused-ignore]
+            arrays=arrays  # type: ignore[arg-type]
         )
         self.tsdf = returns.copy()
         return self
@@ -457,7 +458,7 @@ class OpenTimeSeries(_CommonModel):
             The number of periods between observations over which difference
             is calculated
 
-        Returns
+        Returns:
         -------
         OpenTimeSeries
             An OpenTimeSeries object
@@ -477,7 +478,7 @@ class OpenTimeSeries(_CommonModel):
     def to_cumret(self: Self) -> Self:
         """Convert series of returns into cumulative series of values.
 
-        Returns
+        Returns:
         -------
         OpenTimeSeries
             An OpenTimeSeries object
@@ -512,7 +513,7 @@ class OpenTimeSeries(_CommonModel):
         divider: float, default 100.0
             Convenience divider for when the 1-day rate is not scaled correctly
 
-        Returns
+        Returns:
         -------
         OpenTimeSeries
             An OpenTimeSeries object
@@ -522,7 +523,7 @@ class OpenTimeSeries(_CommonModel):
 
         deltas = array([i.days for i in self.tsdf.index[1:] - self.tsdf.index[:-1]])
         # noinspection PyTypeChecker
-        arr = cumprod(  # type: ignore[assignment,unused-ignore]
+        arr = cumprod(  # type: ignore[assignment]
             a=insert(arr=1.0 + deltas * arr[:-1] / days_in_year, obj=0, values=1.0)
         )
 
@@ -549,7 +550,7 @@ class OpenTimeSeries(_CommonModel):
         freq: LiteralBizDayFreq | str, default "BME"
             The date offset string that sets the resampled frequency
 
-        Returns
+        Returns:
         -------
         OpenTimeSeries
             An OpenTimeSeries object
@@ -576,7 +577,7 @@ class OpenTimeSeries(_CommonModel):
         method: LiteralPandasReindexMethod, default: nearest
             Controls the method used to align values across columns
 
-        Returns
+        Returns:
         -------
         OpenTimeSeries
             An OpenTimeSeries object
@@ -622,7 +623,7 @@ class OpenTimeSeries(_CommonModel):
         periods_in_a_year_fixed : DaysInYearType, optional
             Allows locking the periods-in-a-year to simplify test cases and comparisons
 
-        Returns
+        Returns:
         -------
         Pandas.Series[float]
             Series EWMA volatility
@@ -637,7 +638,7 @@ class OpenTimeSeries(_CommonModel):
                 self.tsdf.columns.to_numpy()[0],
             ].count()
             fraction = (later - earlier).days / 365.25
-            time_factor = how_many / fraction
+            time_factor = cast("int", how_many) / fraction
 
         data = self.tsdf.loc[cast("int", earlier) : cast("int", later)].copy()
 
@@ -682,7 +683,7 @@ class OpenTimeSeries(_CommonModel):
             The calculation divisor and
             assumed number of days in a calendar year
 
-        Returns
+        Returns:
         -------
         OpenTimeSeries
             An OpenTimeSeries object
@@ -743,7 +744,7 @@ class OpenTimeSeries(_CommonModel):
         delete_lvl_one: bool, default: False
             If True the level one label is deleted
 
-        Returns
+        Returns:
         -------
         OpenTimeSeries
             An OpenTimeSeries object
@@ -785,7 +786,7 @@ def timeseries_chain(
     old_fee: float, default: 0.0
         Fee to apply to earlier series
 
-    Returns
+    Returns:
     -------
     TypeOpenTimeSeries
         An OpenTimeSeries object or a subclass thereof
@@ -810,9 +811,10 @@ def timeseries_chain(
 
     dates: list[str] = [x.strftime("%Y-%m-%d") for x in old.tsdf.index if x < first]
 
-    old_values = old.tsdf.iloc[: len(dates), 0]
+    old_values = Series(old.tsdf.iloc[: len(dates), 0])
     old_values = old_values.mul(
-        new.tsdf.iloc[:, 0].loc[first] / old.tsdf.iloc[:, 0].loc[first],
+        Series(new.tsdf.iloc[:, 0]).loc[first]
+        / Series(old.tsdf.iloc[:, 0]).loc[first],
     )
     values = append(old_values, new.tsdf.iloc[:, 0])
 
@@ -845,7 +847,7 @@ def _check_if_none(item: Any) -> bool:  # noqa: ANN401
     item : Any
         variable to be checked
 
-    Returns
+    Returns:
     -------
     bool
         Answer to whether the variable is None or equivalent

openseries/simulation.py

@@ -43,7 +43,7 @@ def _random_generator(seed: int | None) -> Generator:
     seed: int, optional
         Random seed
 
-    Returns
+    Returns:
     -------
     numpy.random.Generator
         Numpy random process generator
@@ -54,7 +54,7 @@ def _random_generator(seed: int | None) -> Generator:
     return Generator(bit_generator=bg)
 
 
-class ReturnSimulation(BaseModel):
+class ReturnSimulation(BaseModel):  # type: ignore[misc]
     """The class ReturnSimulation allows for simulating financial timeseries.
 
     Parameters
@@ -103,7 +103,7 @@ class ReturnSimulation(BaseModel):
     def results(self: Self) -> DataFrame:
         """Simulation data.
 
-        Returns
+        Returns:
         -------
         pandas.DataFrame
             Simulation data
@@ -115,7 +115,7 @@ class ReturnSimulation(BaseModel):
     def realized_mean_return(self: Self) -> float:
         """Annualized arithmetic mean of returns.
 
-        Returns
+        Returns:
         -------
         float
             Annualized arithmetic mean of returns
@@ -132,7 +132,7 @@ class ReturnSimulation(BaseModel):
     def realized_vol(self: Self) -> float:
         """Annualized volatility.
 
-        Returns
+        Returns:
         -------
         float
             Annualized volatility
@@ -176,7 +176,7 @@ class ReturnSimulation(BaseModel):
         randomizer: numpy.random.Generator, optional
             Random process generator
 
-        Returns
+        Returns:
         -------
         ReturnSimulation
             Normal distribution simulation
@@ -231,7 +231,7 @@ class ReturnSimulation(BaseModel):
         randomizer: numpy.random.Generator, optional
             Random process generator
 
-        Returns
+        Returns:
         -------
         ReturnSimulation
             Lognormal distribution simulation
@@ -289,7 +289,7 @@ class ReturnSimulation(BaseModel):
         randomizer: numpy.random.Generator, optional
             Random process generator
 
-        Returns
+        Returns:
         -------
         ReturnSimulation
             Geometric Brownian Motion simulation
@@ -360,7 +360,7 @@ class ReturnSimulation(BaseModel):
         randomizer: numpy.random.Generator, optional
             Random process generator
 
-        Returns
+        Returns:
         -------
         ReturnSimulation
             Merton Jump-Diffusion model simulation
@@ -431,7 +431,7 @@ class ReturnSimulation(BaseModel):
         countries: CountriesType, default: "SE"
             (List of) country code(s) according to ISO 3166-1 alpha-2
 
-        Returns
+        Returns:
         -------
         pandas.DataFrame
             The simulation(s) data

{openseries-1.8.1.dist-info → openseries-1.8.3.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: openseries
-Version: 1.8.1
+Version: 1.8.3
 Summary: Tools for analyzing financial timeseries.
 License: # BSD 3-Clause License
          
@@ -71,14 +71,14 @@ Description-Content-Type: text/markdown
 
 [![PyPI version](https://img.shields.io/pypi/v/openseries.svg)](https://pypi.org/project/openseries/)
 [![Conda Version](https://img.shields.io/conda/vn/conda-forge/openseries.svg)](https://anaconda.org/conda-forge/openseries)
-[![Conda platforms](https://img.shields.io/conda/pn/conda-forge/openseries.svg)](https://anaconda.org/conda-forge/openseries)
-[![Code Sample](https://img.shields.io/badge/-Code%20Sample-blue)](https://nbviewer.org/github/karrmagadgeteer2/NoteBook/blob/master/openseriesnotebook.ipynb)
+![Platform](https://img.shields.io/badge/platforms-Windows%20%7C%20macOS%20%7C%20Linux-blue)
 [![Python version](https://img.shields.io/pypi/pyversions/openseries.svg)](https://www.python.org/)
 [![GitHub Action Test Suite](https://github.com/CaptorAB/openseries/actions/workflows/test.yml/badge.svg)](https://github.com/CaptorAB/openseries/actions/workflows/test.yml)
 [![Coverage](https://cdn.jsdelivr.net/gh/CaptorAB/openseries@master/coverage.svg)](https://github.com/CaptorAB/openseries/actions/workflows/test.yml)
 [![Poetry](https://img.shields.io/endpoint?url=https://python-poetry.org/badge/v0.json)](https://python-poetry.org/)
 [![Ruff](https://img.shields.io/endpoint?url=https://raw.githubusercontent.com/astral-sh/ruff/main/assets/badge/v2.json)](https://beta.ruff.rs/docs/)
-[![License](https://img.shields.io/badge/License-BSD%203--Clause-blue.svg)](https://opensource.org/licenses/BSD-3-Clause)
+[![GitHub License](https://img.shields.io/github/license/CaptorAB/openseries)](https://github.com/CaptorAB/openseries/blob/master/LICENSE.md)
+[![Code Sample](https://img.shields.io/badge/-Code%20Sample-blue)](https://nbviewer.org/github/karrmagadgeteer2/NoteBook/blob/master/openseriesnotebook.ipynb)
 
 This is a project with tools to analyze financial timeseries of a single
 asset or a group of assets. It is solely made for daily or less frequent data.
@@ -330,8 +330,9 @@ make lint
 | `value_to_diff`                    | `OpenTimeSeries`, `OpenFrame` | Converts a value series into a series of differences.                                                                                                    |
 | `value_to_log`                     | `OpenTimeSeries`, `OpenFrame` | Converts a value series into a logarithmic return series.                                                                                                |
 | `value_ret_calendar_period`        | `OpenTimeSeries`, `OpenFrame` | Returns the series simple return for a specific calendar period.                                                                                         |
-| `plot_series`                      | `OpenTimeSeries`, `OpenFrame` | Opens a HTML [Plotly Scatter](https://plotly.com/python/line-and-scatter/) plot of the series in a browser window.                                       |
-| `plot_bars`                        | `OpenTimeSeries`, `OpenFrame` | Opens a HTML [Plotly Bar](https://plotly.com/python/bar-charts/) plot of the series in a browser window.                                                 |
+| `plot_series`                      | `OpenTimeSeries`, `OpenFrame` | Opens a HTML [Plotly Scatter](https://plotly.com/python/line-and-scatter/) plot of the serie(s) in a browser window.                                       |
+| `plot_bars`                        | `OpenTimeSeries`, `OpenFrame` | Opens a HTML [Plotly Bar](https://plotly.com/python/bar-charts/) plot of the serie(s) in a browser window.                                                 |
+| `plot_histogram`                   | `OpenTimeSeries`, `OpenFrame` | Opens a HTML [Plotly Histogram](https://plotly.com/python/histograms/) plot of the serie(s) in a browser window.                                           |
 | `to_drawdown_series`               | `OpenTimeSeries`, `OpenFrame` | Converts the series into drawdown series.                                                                                                                |
 | `rolling_return`                   | `OpenTimeSeries`, `OpenFrame` | Returns a pandas.DataFrame with rolling returns.                                                                                                         |
 | `rolling_vol`                      | `OpenTimeSeries`, `OpenFrame` | Returns a pandas.DataFrame with rolling volatilities.                                                                                                    |

openseries-1.8.3.dist-info/RECORD

@@ -0,0 +1,16 @@
+openseries/__init__.py,sha256=dKw_wEfgrCwwV1IRljesrtxjE9AVFwTyhE8k4CFIck8,1053
+openseries/_common_model.py,sha256=eaa981RlF5fUt9t53P2Uk2_aTL1wCG7hd160Wz3cKnI,81385
+openseries/_risk.py,sha256=lZzoP5yjq9vHtKhYe7kU3-iG8rADcu00bkT9kIgsi_E,2086
+openseries/datefixer.py,sha256=5S4Ib9CRHfsVPKsDKcIW7x8G86zxkMJz2jZ_Sig2Asw,12535
+openseries/frame.py,sha256=lqRwNNs82TCbl1rjVpy48VpndmIgRztIBNitjaHy2Mo,55859
+openseries/load_plotly.py,sha256=VGDdS8ojPQK7AQr-dGi9IfShi5O0EfjM8kUQrJhG_Zw,2000
+openseries/owntypes.py,sha256=jVPhPTYhr_lLZd8RYTzWFmhN8Gmmj09TzvIPyDu7vbc,9409
+openseries/plotly_captor_logo.json,sha256=F5nhMzEyxKywtjvQqMTKgKRCJQYMDIiBgDSxdte8Clo,178
+openseries/plotly_layouts.json,sha256=9tKAeittrjwJWhBMV8SnCDAWdhgbVnUqXcN6P_J_bos,1433
+openseries/portfoliotools.py,sha256=6bgz64-B6qJVrHAE-pLp8JJCmJkO_JAExHL5G3AwPWE,19295
+openseries/series.py,sha256=7le45RBcBqF9exDzfXfWbY8iiqgl70UUHNOWORvHAuQ,27221
+openseries/simulation.py,sha256=WHmPU2sNl03YvaL7-Ots7i0I_ZZ9j0hBSCnDYWSypK0,13936
+openseries-1.8.3.dist-info/LICENSE.md,sha256=wNupG-KLsG0aTncb_SMNDh1ExtrKXlpxSJ6RC-g-SWs,1516
+openseries-1.8.3.dist-info/METADATA,sha256=MkJAQEjImJUKh8UZ9w3e1_tyzh-kyGHdXmUGiOjZKVU,45877
+openseries-1.8.3.dist-info/WHEEL,sha256=b4K_helf-jlQoXBBETfwnf4B04YC67LOev0jo4fX5m8,88
+openseries-1.8.3.dist-info/RECORD,,

{openseries-1.8.1.dist-info → openseries-1.8.3.dist-info}/WHEEL

@@ -1,4 +1,4 @@
 Wheel-Version: 1.0
-Generator: poetry-core 2.1.1
+Generator: poetry-core 2.1.3
 Root-Is-Purelib: true
 Tag: py3-none-any

openseries-1.8.1.dist-info/RECORD

@@ -1,16 +0,0 @@
-openseries/__init__.py,sha256=dKw_wEfgrCwwV1IRljesrtxjE9AVFwTyhE8k4CFIck8,1053
-openseries/_common_model.py,sha256=x1CqaMjWo-nG-sRYxhKaIT_UBPGhfsNTGFF2x4tf3Gk,74451
-openseries/_risk.py,sha256=5Lu4vK2oQlDdtv5WKD2ZTGrMIlsa0TiPxk6opgtnVlA,2084
-openseries/datefixer.py,sha256=w_3lH9cmAm-Xl8t8-X3FdW22AA3zb5OqS0A4FrgS9vc,12479
-openseries/frame.py,sha256=j5kD6s6kXLDjlSQEpKaFzT1bDN9Pmb2PbAF-hSf-NGc,55894
-openseries/load_plotly.py,sha256=CzD-ZJNk6WGzIkzIHso4aULDpoWXsjH3xL7p7MP0lqY,1998
-openseries/owntypes.py,sha256=aqidJ09w3autlgLD6fVEtANbgzh28K53gWDB6j_P4T4,9047
-openseries/plotly_captor_logo.json,sha256=F5nhMzEyxKywtjvQqMTKgKRCJQYMDIiBgDSxdte8Clo,178
-openseries/plotly_layouts.json,sha256=im8QZPRB--zV_rOu1OiSbvJPA52oJ6QZRFzkwB1C708,1430
-openseries/portfoliotools.py,sha256=8XTjPMPHuazh20LeYj-y4hTZnGX8hrArLwS9Ot_MufM,19261
-openseries/series.py,sha256=rwd-J_cD1lElC7W65kt2xGLPHFRfmWAwxe_KEJvi3Pc,27099
-openseries/simulation.py,sha256=TLEsIZq8SzQ5BRQqjQMIeCY8ibPX5tkftnx4R-zLspQ,13905
-openseries-1.8.1.dist-info/LICENSE.md,sha256=wNupG-KLsG0aTncb_SMNDh1ExtrKXlpxSJ6RC-g-SWs,1516
-openseries-1.8.1.dist-info/METADATA,sha256=JcL-WQlrWAvJu2cfcxNwqDKsIrSgFrK6Uad2jqC-Xzs,45658
-openseries-1.8.1.dist-info/WHEEL,sha256=XbeZDeTWKc1w7CSIyre5aMDU_-PohRwTQceYnisIYYY,88
-openseries-1.8.1.dist-info/RECORD,,